Euro Bund Future September 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 153.86 153.76 -0.10 -0.1% 155.99
High 154.37 154.00 -0.37 -0.2% 156.49
Low 153.50 152.66 -0.84 -0.5% 153.38
Close 153.84 153.09 -0.75 -0.5% 153.84
Range 0.87 1.34 0.47 54.0% 3.11
ATR 0.97 0.99 0.03 2.8% 0.00
Volume 401,970 1,058,415 656,445 163.3% 3,390,797
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 157.27 156.52 153.83
R3 155.93 155.18 153.46
R2 154.59 154.59 153.34
R1 153.84 153.84 153.21 153.55
PP 153.25 153.25 153.25 153.10
S1 152.50 152.50 152.97 152.21
S2 151.91 151.91 152.84
S3 150.57 151.16 152.72
S4 149.23 149.82 152.35
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 163.90 161.98 155.55
R3 160.79 158.87 154.70
R2 157.68 157.68 154.41
R1 155.76 155.76 154.13 155.17
PP 154.57 154.57 154.57 154.27
S1 152.65 152.65 153.55 152.06
S2 151.46 151.46 153.27
S3 148.35 149.54 152.98
S4 145.24 146.43 152.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155.45 152.66 2.79 1.8% 1.16 0.8% 15% False True 684,789
10 156.49 152.66 3.83 2.5% 0.99 0.6% 11% False True 666,836
20 156.49 152.66 3.83 2.5% 0.89 0.6% 11% False True 553,617
40 156.49 149.49 7.00 4.6% 0.93 0.6% 51% False False 533,840
60 156.49 148.23 8.26 5.4% 1.02 0.7% 59% False False 593,154
80 156.49 148.23 8.26 5.4% 1.09 0.7% 59% False False 510,979
100 160.60 148.23 12.37 8.1% 1.03 0.7% 39% False False 410,071
120 160.60 148.23 12.37 8.1% 0.92 0.6% 39% False False 341,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 159.70
2.618 157.51
1.618 156.17
1.000 155.34
0.618 154.83
HIGH 154.00
0.618 153.49
0.500 153.33
0.382 153.17
LOW 152.66
0.618 151.83
1.000 151.32
1.618 150.49
2.618 149.15
4.250 146.97
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 153.33 153.52
PP 153.25 153.37
S1 153.17 153.23

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.